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Linear Programming

The document provides a comprehensive overview of linear programming, including basic concepts of inequalities, axioms of inequality, types of inequalities, and methods for graphing linear inequalities. It explains the principles of linear programming as a method for optimizing decision problems with constraints and outlines the process for formulating and solving linear programming problems with practical examples. Key terms such as feasible region, optimal solution, and objective function are defined to aid understanding.

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0% found this document useful (0 votes)
7 views

Linear Programming

The document provides a comprehensive overview of linear programming, including basic concepts of inequalities, axioms of inequality, types of inequalities, and methods for graphing linear inequalities. It explains the principles of linear programming as a method for optimizing decision problems with constraints and outlines the process for formulating and solving linear programming problems with practical examples. Key terms such as feasible region, optimal solution, and objective function are defined to aid understanding.

Uploaded by

Alphabet Castro
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Linear

Programming
Basic Concepts
An inequality is a statement that one quantity or expression is less or greater
than another quantity or expression.

< less than > greater than

A strict inequality is an inequality where the inequality symbol is either


(greater than) or. (less than).
=
And the symbol ≠ sometimes is considered a form of strict inequality.

Inequality is the opposite of equality because equality (also called equation)


states that one quantity or expression is exactly equal to another quantity or
expression.
Symbolically, inequalities are written and read as follows:

1. a > b , “a is greater than b”

2. a < b , “a is less than b”

3. a ≥ b , “a is greater than or equal to b”

4. a ≤ b , “a is less than or equal to b”

5. a < b < c , “b is greater than a but less than c”

6. a ≤ b < c , “b is greater than or equal to a but less than c”


Axioms of Inequality or Properties of Inequality

1. The Trichotomy Axiom. For any real number a and b, exactly one of the
following
is true: a < b a = b a > b

Example: a = 4 , b = 7 a<b ; 4<7

a=8, b=8 a=b ; 8=8

a=9, b=5 a>b ; 9>5

An Axiom is a mathematical statement that assumed to be true


2. The Addition Axiom. For any real number a, b and c:

a.) If a < b , then a + c < b + c


b.) If a > b , then a + c > b + c

Example: a = 4 , b = 7 , c = 2 Example: a = 9 , b = 5 , c = 3

a.) If a < b, then a + c < b + c b.) If a > b, then a + c > b + c

4+2<7+2 9+3>5+3

6 < 9 12 < 8
3. The Multiplication Axiom. For any real number a, b and c:

a.) If a < b and c is positive, then ac < bc


b.) If a < b and c is negative, then ac > bc

Example: a.) a = 4 , b = 7 , c = 2 b.) a = 4 , b = 7 , c = –2

ac < bc ac > bc

( 4 )( 2 ) < ( 7 ) ( 2 ) ( 4 )(–2 ) > ( 7 ) (–2 )

8 < 14 –8 > –14


4. The Division Axiom. For any real number a, b and c:
a.) If a < b and c is positive, then a / c < b / c
b.) If a < b and c is negative, then a / c > b / c

Example: a.) a = 8 , b = 12 , c = 4 b.) a = 8 , b = 12 , c = –4

a/c < b/c a/c > b/c

8 / 4 < 12 / 4 8 / –4 > 12 / –4

2 < 3 –2 >–3
5. The Transitive Axiom. For any real number a, b and c:
a.) If a < b and b < c , then a < c
b.) If a > b and b > c , then a > c

Example: a.) a = 5 , b = 8 , c = 10

then a < c ; 5 < 10

Example: b.) a = 12 , b = 7 , c = 3

then a > c ; 12 > 3


6. Exponential Axiom. For any real number a, b and c:
a.) If a < b and c is positive, then ac < bc
b.) If a < b and c is negative, then ac > bc

Example: a.) a = 4 , b = 7, c = 2 b.) a = 4 , b = 7 , c = – 2


then ac > bc
then ac < bc
( 4 )–2 > ( 7 )–2
( 4 )2 < ( 7 ) 2

16 < 49
Types of Inequalities
1. Absolute Inequality. An inequality which is true for all values of the unknown
involved.

Example: The inequality x 2 + 9 > 0 , is true for all values of x

when x = 3 , (3) 2 + 9 > 0


9 + 9 > 0
18 > 0

when x = – 4 , (– 4) 2 + 9 > 0
16 + 9 > 0
25 > 0
2. Conditional Inequality. An inequality which is true for a certain values of the
unknown involved.
Example: The inequality 3 x – 10 > 2 , is only true for x > 4

when x = 2 , 3 ( 2 ) – 10 > 2

6 – 10 > 2
–4 > 2 , – 4 is not greater than 2

when x = 7 , 3 ( 7 ) – 10 > 2

21 – 10 > 2
11 > 2
Linear Inequalities

Linear inequalities are the expressions where any two values are compared by
the inequality symbols such as, ‘<’ , ‘>’ , ‘≤’ or ‘≥’.

Linear inequalities are also called first degree inequalities, as the highest power
of the variable is 1.

Example: 3 a ≥ 9 One variable ( a )

8c – 9d < 10 Two variables ( c , d )

3x + 4y - 7z ≤ 2 + 5y Three variables ( x , y , z )
Graphing Linear Inequalities
Step 1: Change the inequality symbol to "="
Step 2: Set y = 0 and solve the equation for x, to determine the x–intercept.

Step 3: Set x = 0 and solve the equation for y, to determine the y–intercept.

Step 4: Then plot the x–intercept and the y–intercept in the cartesian plane
and connect it by a line

If the equality is < or >, graph the equation as a dotted line


If the equality is ≤ or ≥, graph the equation as a solid line
This line divides the x y – plane into two regions: a region that satisfy
the inequality, and the region that does not.
If the Shade
inequality is: To the
x>c
or Right of the
x>c line
x<c
or Left of the line
x<c
Example: Graph x > –2

1. Draw a dotted vertical


line at x = –2

2. Shade to the right


of the line. x

y
Example: Graph x ≤ –1

1. Graph the line x = – 1

2. Shade to the left


of the line.
x

y
If the Shade
inequality is:
y>c
or Above the line
y>c
y<c
or Below the line
y<c
Example: Graph y > –3

1. Draw a dotted vertical


line at y = –3

2. Shade above the line.

y
Example: Graph y ≤ 2

1. Graph the line y = 2.

2. Shade below the line.

y
If the Shade
inequality is:
ax + by > c
or Above the
ax + by > c line
ax + by < c
or Below the
ax + by < c line
Example: Graph x – y ≥ 2
1. When: y = 0
x–y=2
x=2

When: x = 0
x–y=2 x

y = –2

2. Since y >,
shade above
the line.
y
Example: Graph 2x – y < 4

1. When: y = 0
2x – y = 4
2x=4
2 2
x=2
When: x = 0
2x – y = 4 x
y = –4

2. Since y <, shade


below the line.
y
Example: Graph 2x + 3y < 6

1. When: y = 0
2x + 3y = 6
x=3

When: x = 0

2x + 3y = 6
y= 2

2. Since y <, shade below the line.


Example: Graph x – 4y ≥ 8

1. When: y = 0

x – 4y = 8
x=8

When: x = 0

x – 4y = 8
y = –2

2. Since y ≥, shade above the line.


Example: Find the solution set of the
given inequalities in a graphical
method x + 2y ≥ 4 and 2x + y ≤ 6

a.) x + 2y = 4

When: x = 0 When: y = 0
x + 2y = 4 x + 2y = 4
2y = 4 x= 4
2 2
y = 2
Example: Find the solution set of the
given inequalities in a graphical Solution
method x + 2y ≥ 4 and 2x + y ≤ 6 Set

b.) 2x + y = 6

When: x = 0 When: y = 0
2x + y = 6 2x + y = 6
y = 6 2x = 6
2 2
x = 3
Linear Programming
• is a method of dealing with decision problems that can
be expressed as constrained linear models
• primary objectives are certainty of the parameters and
linearity of the objective function and all constraints
• developed by George Dantzig in the 1940s
• an American mathematical scientist

• initially referred to as “programing in a linear structure”

• in 1948 Tjalling Charles Koopmans suggested to shorten


it to “linear programming”
• The word “programming” means producing plan or
procedure that determines the solution to a problem
Linear programming (LP), also called linear optimization.

Linear programming is an optimization technique for a system of linear constraints


and a linear objective function.

Optimization means choosing the best among a set of options.

The optimization problems involve the calculation of profit and loss.

An objective function defines the quantity to be optimized.


x and y are the decision variables in an objective function.

The goal of linear programming is to find the values of the variables that maximize
or minimize the objective function.

Constraints means linear inequalities or equations on the variables of a linear


programming problem are called constraints.
Non-negative constraints: These conditions x ≥ 0 and y ≥ 0 are called non-
negative constraints.
Feasible region: The region which is common to all the constraints including the
non-negative constraints is referred to as feasible region..
Infeasible region: It is the region other than the feasible region.

Feasible solutions: Points within and on the boundary of a feasible region denote
feasible solutions of the constraints.
Infeasible solutions: Any point which is outside the feasible region is known as
infeasible solution.
Optimal value: The highest (for maximization problem) or lowest value ( for
minimization) of the objective function.
Optimal solution: If any point in the feasible region gives minimum or maximum
value of the objective function, it is called an optimal solution.
Example 1. A local boutique produced two designs of gowns A and B and has the
materials available: 18 square meters of cotton, 20 square meters of silk, and 5
square meters of wool. Design A requires the following: 3 square meters of cotton, 2
square meters of silk, and 1 square meter of wool. Design B requires the following:
2 square meters of cotton, and 4 square meters of silk. If Design A sales for ₱1,200
and Design B for ₱1,600, how many of each garment should the boutique produce
to obtain the maximum amount of money?

Solution:
Step 1: Represents the unknown in the problem

Let: x be the number of Design A gowns


y be the number of Design B gowns
Example 1. A local boutique produced two designs of gowns A and B and has the
materials available: 18 square meters of cotton, 20 square meters of silk, and 5
square meters of wool. Design A requires the following: 3 square meters of cotton, 2
square meters of silk, and 1 square meter of wool. Design B requires the following:
2 square meters of cotton, and 4 square meters of silk. If Design A sales for ₱1,200
and Design B for ₱1,600, how many of each garment should the boutique produce
to obtain the maximum amount of money?
Step 2: Tabulate the data about the facts.

Materials Design A ( x ) Design B ( y ) Available


Cotton 3 2 18
Silk 2 4 20
Wool 1 0 5
Profit ₱1,200 ₱1,600
Materials Design A ( x ) Design B ( y ) Available
Cotton 3 2 18
Silk 2 4 20
Wool 1 0 5
Profit ₱1,200 ₱1,600

Step 3: Formulate the objective function and constraints by restating the information
in mathematical form (LP)

The objective function is Maximize: P = 1,200 x + 1,600 y


The constraints are:
3x + 2y ≤ 18 Cotton
2x + 4y ≤ 20 Silk Structural Constraints
x ≤ 5 Wool
x≥0, y≥0 Non-negativity Constraints
Step 4: Plot the constraints of
the LP problem on the graph

a) 3x + 2y = 18
When: y = 0
3x + 2y = 18
y = 9

When: x = 0

3x + 2y = 18
x = 6
Step 4: Plot the constraints of
the LP problem on the graph

b) 2x + 4y = 20
When: y = 0
2x + 4y = 20
y = 10

When: x = 0

2x + 4y = 20
x = 10
Step 4: Plot the constraints of
the LP problem on the graph

b) 2x + 4y = 20
When: y = 0
2x + 4y = 20
y = 10

When: x = 0

2x + 4y = 20
x = 10

c) x = 5
Step 4: Plot the constraints of
the LP problem on the graph
( 4, 3 )
b) 2x + 4y = 20
( 0, 5 )
When: y = 0 ( 5, 1.5 )
2x + 4y = 20
y = 10

When: x = 0
( 5, 0 )
2x + 4y = 20
x = 10

c) x = 5
Step 5: Substitute the coordinates at the extreme points on the feasible region to
objective function.

The objective function is Maximize: P = 1,200 x + 1,600 y

Extreme points Values of the objective function


(0,5) 1,200 ( 0 ) + 1,600 ( 5 ) = 0 + 8,000 = ₱ 8,000
(5,0) 1,200 ( 5 ) + 1,600 ( 0 ) = 6,000 + 0 = ₱ 6,000
(4,3) 1,200 ( 4 ) + 1,600 ( 3 ) = 4,800 + 4,800 = ₱ 9,600
( 5 , 1.5 ) 1,200 ( 5 ) + 1,600 ( 1.5 ) = 6,000 + 2,400 = ₱ 8,400

Step 6: Formulate a decision. Since the coordinate ( 4 , 3 ) will give the highest
value of ₱ 9,600. The decision is to create 4 Design A gowns and
3 Design B gowns in order to maximize sales.
Decision: x = 4 Design A gowns
y = 3 Design B gowns
P = ₱ 9,600

To check we substitute the values of x and y in all the constraints.

3x + 2y ≤ 18 2x + 4y ≤ 20 x ≤ 5
3(4) + 2(3) ≤ 18 2(4) + 4(3) ≤ 20 4 ≤ 5

12 + 6 ≤ 18 8 + 12 ≤ 20
18 ≤ 18 20 ≤ 20

Thus, ( 4 , 3 ) is correct, since it satisfies all the constraints and the two constraints
are being maximized.
NOTE: The point of intersection of inequalities can also be determine by
Analytical Method (Elimination Method)

EQ. (1) 3x + 2y = 18 EQ. (2) 2x + 4y = 20 EQ. (3) x = 5

Consider EQ. (1) & EQ. (2), eliminate the value of x


3x + 2y = 18
2x + 4y = 20
NOTE: The point of intersection of inequalities can also be determine by
Analytical Method (Elimination Method)

EQ. (1) 3x + 2y = 18 EQ. (2) 2x + 4y = 20 EQ. (3) x = 5

Consider EQ. (1) & EQ. (2), eliminate the value of x

2 ( 3x + 2y = 18 ) 6x + 4y = 36
Subtract the 2 equations
3 ( 2x + 4y = 20 ) ( – ) 6x + 12y = 60 to eliminate x
– 8 y = – 24
–8 –8
y = 3
NOTE: The point of intersection of inequalities can also be determine by
Analytical Method (Substitution Method)

EQ. (1) 3x + 2y = 18 EQ. (2) 2x + 4y = 20 EQ. (3) x = 5

Substitute y = 3 to EQ (1) or EQ (2) to determine the value of x.

3 x = 12
3 x + 2 y = 18
3 x + 2 ( 3 ) = 18 3 x = 12
3 3
3 x + 6 = 18
x = 4
3 x = 18 – 6

∴ the intersection of the 1st and the 2nd equation is ( 4 , 3 ), it will give a highest
value of ₱ 9,600
Example 2. A Pharmacist produces a drug from two ingredients. Each ingredient
the same three antibiotics in different proportions. Each ingredient A produced
resulted in ₱80 in cost; each ingredient B produced resulted in ₱50 in cost. The
production of antibiotics is dependent on the availability of the limited resources.
The resource requirements for the production are as follows.
Resources Requirement Minimum
Antibiotic Requirements
Ingredient A Ingredient B

Antibiotic 1 3 units 1 unit 6 units


Antibiotic 2 1 unit 1 unit 4 units
Antibiotic 3 2 units 6 units 12 units
The company wants to determine the quantity of ingredients A and B that must go
into the drug in order to meet the antibiotics’ minimum requirements at the
minimum cost.
Example 2. A Pharmacist produces a drug from two ingredients. Each ingredient
the same three antibiotics in different proportions. Each ingredient A produced
resulted in ₱80 in cost; each ingredient B produced resulted in ₱50 in cost. The
production of antibiotics is dependent on the availability of the limited resources.
The resource requirements for the production are as follows.
Resources Requirement Minimum
Antibiotic Requirements
Ingredient A ( x ) Ingredient B ( y )

Antibiotic 1 3 units 1 unit 6 units


Antibiotic 2 1 unit 1 unit 4 units
Antibiotic 3 2 units 6 units 12 units
Solution:
Step 1: Represents the unknown in the problem
Let: x be the quantity of ingredient A
y be the quantity of ingredient B
Example 2. A Pharmacist produces a drug from two ingredients. Each ingredient
the same three antibiotics in different proportions. Each ingredient A produced
resulted in ₱80 in cost; each ingredient B produced resulted in ₱50 in cost. The
production of antibiotics is dependent on the availability of the limited resources.
The resource requirements for the production are as follows.

Step 2: Tabulate the data about the facts.


Antibiotic Ingredient A ( x ) Ingredient B ( y ) Requirements
Antibiotic 1 3 1 6
Antibiotic 2 1 1 4
Antibiotic 3 2 6 12
Cost ₱80 ₱50
Antibiotic Ingredient A ( x ) Ingredient B ( y ) Requirements
Antibiotic 1 3 1 6
Antibiotic 2 1 1 4
Antibiotic 3 2 6 12
Cost ₱80 ₱50
Step 3: Formulate the objective function and constraints by restating the information
in mathematical form (LP)

The objective function is Minimize: C = 80 x + 50 y


The constraints are:
3x + y ≥ 6 Antibiotic 1
x + y ≥ 4 Antibiotic 2 Structural Constraints
2x + 6y ≥ 12 Antibiotic 3
x≥0, y≥0 Non-negativity Constraints
Step 4: Plot the constraints of
the LP problem on the graph

a) 3x + y = 6
When: y = 0
3x + y = 6
y = 6

When: x = 0

3x + y = 6
3x = 6
3 3
x = 2
Step 4: Plot the constraints of
the LP problem on the graph

b) x + y = 4

When: y = 0
x + y = 4
y = 4

When: x = 0

x + y = 4
x = 4
Step 4: Plot the constraints of
the LP problem on the graph

c) 2x + 6y = 12
When: y = 0

2x + 6y = 12
6y = 12
6 6
y = 2
When: x = 0
2x + 6y = 12
2x = 12
x = 6
Step 4: Plot the constraints of
the LP problem on the graph ( 1, 3 )

c) 2x + 6y = 12 ( 0, 6 )
When: y = 0
( 3, 1 )
2x + 6y = 12
6y = 12
6 6
y = 2
( 6, 0 )
When: x = 0
2x + 6y = 12
2x = 12
x = 6
Step 5: Substitute the coordinates at the extreme points on the feasible region to
objective function.

The objective function is Minimize: C = 80 x + 50 y

Extreme points Values of the objective function


(0,6) 80 ( 0 ) + 50 ( 6 ) = 0 + 300 = ₱ 300
(6,0) 80 ( 6 ) + 50 ( 0 ) = 480 + 0 = ₱ 480
(1,3) 80 ( 1 ) + 50 ( 3 ) = 80 + 150 = ₱ 230
(3,1) 80 ( 3 ) + 50 ( 1 ) = 240 + 50 = ₱ 290

Step 6: Formulate a decision. Since the coordinate ( 1 , 3 ) will give the lowest
value of ₱ 230. The decision is to mix 1 unit of ingredient A and 3 units of
ingredient B to minimize the cost.
Decision: x = 1 unit of ingredient A
y = 3 units of ingredient B
P = ₱ 230

To check we substitute the values of x and y in all the constraints.

3x+ y ≥ 6 x + y ≥ 4 2 x + 6 y ≥ 12
3 (1) + 3 ≥ 6 1+ 3 ≥ 4 2 (1) + 6 (3) ≥ 12
3+3 ≥ 6 4 ≥ 4 2 + 18 ≥ 12
6 ≥ 6 20 ≥ 12

Thus, ( 1 , 3 ) is correct, since it satisfies all the constraints two of the constraints
are minimized.
NOTE: The point of intersection of inequalities can also be determine by
Analytical Method (Elimination Method)

EQ. (1) 3 x + y ≥ 6 EQ. (2) x + y ≥ 4 EQ. (3) 2 x + 6 y ≥ 12

Consider EQ. (1) & EQ. (2), eliminate the value of x


3x+ y = 6
x+y = 4
NOTE: The point of intersection of inequalities can also be determine by
Analytical Method (Elimination Method)

EQ. (1) 3 x + y ≥ 6 EQ. (2) x + y ≥ 4 EQ. (3) 2 x + 6 y ≥ 12

Consider EQ. (1) & EQ. (2), eliminate the value of x

1 ( 3x + y = 6 ) 3x + y = 6
Subtract the 2 equations
3( x + y = 4) ( – ) 3x + 3y = 12 to eliminate x
–2y = –6
–2 –2
y = 3
NOTE: The point of intersection of inequalities can also be determine by
Analytical Method (Substitution Method)

EQ. (1) 3 x + y ≥ 6 EQ. (2) x + y ≥ 4 EQ. (3) 2 x + 6 y ≥ 12

Substitute y = 3 to EQ (1) or EQ (2) to determine the value of x.

x + y = 4
x + 3 = 4
x = 4–3
x = 1
∴ the intersection of the 1st and the 2nd equation is ( 1 , 3 ), it will give a
lowest value of ₱ 230.
THANK YOU !!!

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